GOOGL Options History — November 2021 In November 2021, GOOGL traded between $142.48 and $150.05. ATM implied volatility averaged 23.0%, placing in the 22.8% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded below realized volatility by 4.3% (HV 20d: 27.3%). Max pain ranged from $135.00 to $140.00. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 0.57.
Notable Days 2021-11-04 : Highest Volume — 3,849,380 contracts2021-11-26 : Largest IV spike — 17.6% change2021-11-26 : Highest IV Rank — 40.5%2021-11-30 : Largest Expected Move — 8.1%Monthly Statistics Metric Avg Min Max Open Close Price $146.87 $142.48 $150.05 $143.89 $142.48 Max Pain $136.31 $135.00 $140.00 $140.00 $137.50 ATM IV 23.0% 21.0% 27.6% 21.9% 27.4% Expected Move 6.7% 6.0% 8.1% 6.4% 8.1% HV 20d 27.3% 19.0% 30.9% 30.9% 20.1% HV 60d 24.1% 23.7% 25.1% 23.7% 25.1% IV Rank 22.8% 14.9% 40.5% 18.6% 39.7% IV Percentile 34.5% 22.2% 70.6% 27.0% 66.7% Term Structure 0.3% -0.3% 0.7% 0.6% 0.2% VWIV 24.1% 21.5% 28.9% 23.1% 28.9% Skew 25d 1.9% 0.1% 4.3% 0.9% 4.0% Skew 10d 4.5% 1.4% 10.1% 2.4% 8.3% Call IV 25d 22.9% 20.8% 26.5% 22.5% 26.1% Put IV 25d 24.7% 22.5% 30.8% 23.4% 30.2% Bid-Ask Spread % 55.94 44.92 69.79 45.12 48.61 Gamma HHI 0.07 0.02 0.16 0.05 0.02 Net GEX 904.0M -744.6M 2.24B 754.1M -120.4M Net DEX -18.56B -27.29B -5.80B -15.67B -8.31B Net VEX -70.6M -74.9M -66.4M -70.9M -69.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.57 0.25 1.19 0.53 0.86 Total Volume 1,967,826.667 1,085,240 3,849,380 2,621,920 1,277,680 Total OI 6,411,811.429 5,345,620 7,255,140 5,938,780 5,515,540
Daily Data (21 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2021-11-01 $143.89 $140.00 21.9% 6.4% 30.9% 18.6% 23.1% 0.9% 0.6% 754.1M -15.67B -70.9M 0.53 45.12 N/A N/A 1,717,980 903,940 3,144,200 2,794,580 2021-11-02 $145.37 $140.00 21.5% 6.1% 30.2% 17.0% 22.2% 1.1% 0.6% 795.9M -17.86B -73.9M 0.42 45.99 N/A N/A 1,436,880 602,060 3,392,800 3,102,380 2021-11-03 $146.55 $140.00 21.8% 6.4% 30.2% 18.2% 23.1% 0.6% 0.7% 1.08B -20.66B -73.3M 0.50 47.13 N/A N/A 1,016,420 507,220 3,460,280 3,143,340 2021-11-04 $148.10 $135.00 23.1% 6.9% 30.0% 23.0% 24.8% 0.1% 0.5% 1.69B -25.42B -73.9M 0.25 56.76 N/A N/A 3,082,080 767,300 3,636,160 3,198,920 2021-11-05 $149.07 $135.00 23.6% 6.9% 30.0% 24.9% 25.1% 0.5% 0.3% 2.20B -27.29B -74.9M 0.34 49.48 N/A N/A 2,510,160 862,760 3,970,420 3,284,720 2021-11-08 $148.63 $135.00 23.2% 6.8% 30.0% 23.5% 25.5% 0.9% 0.5% 1.37B -23.42B -73.9M 0.47 51.07 N/A N/A 1,007,260 473,980 3,450,160 2,881,020 2021-11-09 $148.66 $135.00 23.1% 6.8% 28.3% 23.1% 24.2% 1.1% 0.7% 1.39B -22.92B -73.4M 0.69 53.49 N/A N/A 689,100 472,420 3,552,360 3,000,360 2021-11-10 $145.37 $135.00 23.6% 6.9% 29.8% 24.9% 24.8% 2.8% 0.5% 844.1M -15.35B -72.8M 0.53 53.35 N/A N/A 1,429,640 764,100 3,635,400 3,079,080 2021-11-11 $145.95 $135.00 22.2% 6.5% 28.6% 19.5% 23.3% 2.6% 0.6% 531.2M -15.94B -71.3M 0.81 54.27 N/A N/A 676,540 550,540 3,637,680 3,238,120 2021-11-12 $148.61 $135.00 22.1% 6.4% 29.2% 19.3% 23.1% 1.9% 0.3% 1.36B -24.26B -70.2M 0.50 54.41 N/A N/A 1,474,640 742,560 3,724,740 3,267,680 2021-11-15 $148.31 $135.00 22.1% 6.4% 29.1% 19.4% 23.5% 1.9% 0.1% 1.36B -22.19B -68.1M 0.59 61.63 N/A N/A 987,860 580,500 3,364,060 2,956,300 2021-11-16 $148.16 $135.00 21.0% 6.0% 29.2% 14.9% 21.5% 1.7% 0.2% 1.23B -21.51B -67.3M 0.67 67.89 N/A N/A 649,940 435,300 3,407,140 3,107,240 2021-11-17 $148.30 $135.00 21.3% 6.1% 28.9% 16.1% 22.0% 1.9% 0.1% 1.14B -21.23B -66.5M 0.42 69.79 N/A N/A 1,032,040 435,180 3,396,980 3,174,200 2021-11-18 $150.05 $135.00 22.4% 6.4% 29.0% 20.6% 23.0% 1.6% 0.4% 2.24B -27.18B -68.1M 0.27 64.97 N/A N/A 2,569,080 698,460 3,596,640 3,268,180 2021-11-19 $148.99 $135.00 21.9% 6.3% 26.6% 18.6% 22.5% 1.4% 0.1% 997.6M -22.42B -67.8M 0.34 67.14 N/A N/A 2,204,080 754,440 3,703,960 3,423,480 2021-11-22 $147.25 $135.00 22.6% 6.5% 27.2% 21.2% 23.5% 1.5% 0.1% 436.9M -13.90B -66.4M 0.48 64.36 N/A N/A 1,335,940 635,240 2,751,360 2,594,260 2021-11-23 $145.67 $137.50 23.4% 6.8% 27.2% 24.5% 24.1% 2.8% -0.2% 141.3M -11.99B -69.4M 0.88 57.40 N/A N/A 815,140 717,140 3,016,240 2,781,240 2021-11-24 $145.95 $137.50 23.5% 6.7% 19.0% 24.5% 24.1% 2.9% 0.2% -82.3M -12.61B -70.3M 0.62 58.15 N/A N/A 922,280 569,000 3,173,820 2,993,960 2021-11-26 $142.96 $137.50 27.6% 8.0% 19.8% 40.5% 28.8% 4.3% -0.3% -744.6M -5.80B -71.7M 1.19 44.92 N/A N/A 691,180 825,360 3,327,060 3,059,320 2021-11-29 $145.91 $137.50 24.3% 7.0% 20.3% 27.7% 25.3% 2.8% 0.5% 384.7M -13.85B -69.6M 0.59 58.87 N/A N/A 942,080 558,860 2,762,500 2,680,160 2021-11-30 $142.48 $137.50 27.4% 8.1% 20.1% 39.7% 28.9% 4.0% 0.2% -120.4M -8.31B -69.7M 0.86 48.61 N/A N/A 686,580 591,100 2,725,600 2,789,940
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